Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (Q1927099): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(5 intermediate revisions by 3 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: astsa / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: SsfPack / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: Ox / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.csda.2011.04.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2041094435 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760417 / rank
 
Normal rank
Property / cites work
 
Property / cites work: VARs, common factors and the empirical validation of equilibrium business cycle models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Electric load forecasting methods: tools for decision making / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact maximum likelihood estimation for non-stationary periodic time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical algorithms for models in state space using SsfPack 2.2 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian skew selection for multivariate models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting with nonstationary dynamic factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonstationary dynamic factor analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parsimonious Covariance Matrix Estimation for Longitudinal Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3876877 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models / rank
 
Normal rank

Latest revision as of 00:38, 6 July 2024

scientific article
Language Label Description Also known as
English
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
scientific article

    Statements

    Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (English)
    0 references
    0 references
    0 references
    0 references
    30 December 2012
    0 references
    Kalman filter
    0 references
    electricity load forecasting
    0 references
    forecasting
    0 references
    periodic regression
    0 references
    signal extraction
    0 references
    time-varying parameter
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references